+71.8%
GH vs ETR
+18.4%
+53.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -3.6% |
| 7D | -7.7% | +3.7% | -11.4% | -7.6% |
| 30D | -10.0% | +11.0% | -20.9% | -9.9% |
| 3M | +5.5% | +3.4% | +2.1% | +6.1% |
| 6M | +84.9% | -3.3% | +88.2% | +86.6% |
| YTD | +65.0% | +23.3% | +41.8% | +50.8% |
| 1Y | +71.8% | +19.2% | +52.6% | +62.6% |
| All | +71.8% | +18.4% | +53.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling